+30.8%
IYR vs COR
+87.4%
-56.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | 0.0% |
| 7D | -0.4% | -1.9% | +1.5% | -0.3% |
| 30D | -2.5% | +1.5% | -4.0% | -2.7% |
| 3M | +1.5% | +18.7% | -17.2% | +0.1% |
| 6M | +3.9% | -9.0% | +12.9% | +4.3% |
| YTD | +9.5% | -3.3% | +12.8% | +9.3% |
| 1Y | +7.5% | +9.8% | -2.4% | +5.9% |
| 3Y | +30.8% | +87.4% | -56.6% | +27.3% |
| All | +30.8% | +87.4% | -56.7% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling